+171.6%
BKR vs CTVA
+102.9%
+68.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -7.0% | -4.5% | -2.5% | -5.1% |
| 30D | -8.1% | +11.3% | -19.4% | -12.5% |
| 3M | -6.6% | +12.3% | -18.9% | -12.9% |
| 6M | +0.9% | +7.2% | -6.3% | -4.1% |
| YTD | +31.1% | +26.0% | +5.1% | +15.1% |
| 1Y | +27.7% | +16.0% | +11.7% | +16.1% |
| 3Y | +71.2% | +73.9% | -2.7% | +24.4% |
| All | +171.6% | +102.9% | +68.7% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling